Dixit, Anushri and Ahmadi, Mohamadreza and Burdick, Joel W. (2022) Distributionally Robust Model Predictive Control With Total Variation Distance. IEEE Control Systems Letters, 6 . pp. 3325-3330. ISSN 2475-1456. doi:10.1109/lcsys.2022.3184921. https://resolver.caltech.edu/CaltechAUTHORS:20220721-7911000
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Abstract
This letter studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk reformulation of the MPC optimization problem that is distributionally robust in the expected cost and chance constraints. The distributionally robust chance constraint is over-approximated as a simpler, tightened chance constraint that reduces the computational burden. Numerical experiments support our results on probabilistic guarantees and computational efficiency.
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| Additional Information: | © 2022 IEEE. Manuscript received 21 March 2022; revised 15 May 2022; accepted 4 June 2022. Date of publication 21 June 2022; date of current version 30 June 2022. This work was supported in part by DARPA through the Subterranean Challenge Program and in part by the California Institute of Technology. | |||||||||
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| Subject Keywords: | Stochastic optimal control, predictive control for linear systems, uncertain systems | |||||||||
| DOI: | 10.1109/lcsys.2022.3184921 | |||||||||
| Record Number: | CaltechAUTHORS:20220721-7911000 | |||||||||
| Persistent URL: | https://resolver.caltech.edu/CaltechAUTHORS:20220721-7911000 | |||||||||
| Official Citation: | A. Dixit, M. Ahmadi and J. W. Burdick, "Distributionally Robust Model Predictive Control With Total Variation Distance," in IEEE Control Systems Letters, vol. 6, pp. 3325-3330, 2022, doi: 10.1109/LCSYS.2022.3184921 | |||||||||
| Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. | |||||||||
| ID Code: | 115714 | |||||||||
| Collection: | CaltechAUTHORS | |||||||||
| Deposited By: | George Porter | |||||||||
| Deposited On: | 22 Jul 2022 21:16 | |||||||||
| Last Modified: | 22 Jul 2022 21:16 |
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